He began his career with amateur club Unicum, he also played for SV Lelystad, before joining AFC Ajax when he was 19 years old. His first game for Ajax was a match against FC Utrecht on 6 April 1986, which Ajax won 3–0. Winter won two KNVB Cups (1987 and 1988), the Eredivisie title (1990), the UEFA Cup Winners' Cup (1987) and the UEFA Cup (1992)
In 1996, Winter joined Inter Milan which won the UEFA Cup in 1998. He had also played in the previous year's final, with the game going to penalties. However, Winter missed his penalty as Inter lost to Schalke.
After three years as assistant coach for the Ajax first academy team, Winter signed a three-year contract with Canadian side Toronto FC on 6 January 2011. Winter brought former colleague Bob de Klerk from Ajax to be his assistant coach, while Paul Mariner was also brought in the same day being named Director of Player Development at the club. After a disappointing season opener against Vancouver Whitecaps that ended in a 4–2 away defeat on 19 March, Winter won his first game as Toronto's head coach the following week against Portland Timbers in a 2–0 home victory. Winter won his first trophy with Toronto in early July with a 3–2 win on aggregate over Vancouver, helping Toronto win its third consecutive Canadian Championship earning them a berth in the 2011–12 CONCACAF Champions League.
Winter led Toronto to its first ever Champions League semifinals, this was also the first time a Canadian club had made it this far in the competition. Toronto eventually lost 7–3 on aggregate in the semis to Santos Laguna. Following a bright start to the season in continental play Toronto started the 2012 MLS season with nine straight losses, making Winter's 0–9–0 start is the worst start in the history of the MLS. Toronto won its tenth match with a 1–0 win over Philadelphia on 26 May 2012; however, it was not enough as Toronto announced on 7 June 2012 that Winter would be replaced by Paul Mariner, Toronto's director of player development.